public Tactics(string instrument_id, BaseTaticsHelper helper) { V_Instrument_id = instrument_id; m_TaticsHelper = helper; V_TacticsState = EM_TacticsState.Start; V_OrderState = EM_OrderOperation.Normal; orderPercent = float.Parse(AppSetting.Ins.GetValue("OrderValue")); Start(); }
private static float OnTestRun(BaseTaticsHelper helper, ref int loss_result, ref int win_result, ref float avg_win, ref int orderCount, ref int allWinCount, ref int allCount) { Dictionary <int, List <float> > winResultDic = new Dictionary <int, List <float> >(); Dictionary <int, List <float> > lossResultDic = new Dictionary <int, List <float> >(); Dictionary <int, Dictionary <int, float> > all_ResultDic = new Dictionary <int, Dictionary <int, float> >(); Dictionary <int, Dictionary <int, int> > all_CountDic = new Dictionary <int, Dictionary <int, int> >(); allWinCount = 0; allCount = 0; int minLoss = -30; int maxLoss = -60; int minWin = 30; int maxWin = 100; string[] stopValue = AppSetting.Ins.GetValue("StopValue").Split('_'); if (stopValue.Length >= 4) { minLoss = int.Parse(stopValue[0]); maxLoss = int.Parse(stopValue[1]); minWin = int.Parse(stopValue[2]); maxWin = int.Parse(stopValue[3]); } for (int loss = minLoss; loss >= maxLoss; loss -= 5) { for (int win = minWin; win <= maxWin; win += 5) { allCount++; TaticsTestRunner run = new TaticsTestRunner(); run.Cur_Cache = new KLineCache(); helper.SetStopPercent(loss, win); run.Data_All = helper.V_HistoryCache.V_KLineData; run.helper = helper; run.ResetData(); float money = run.Run(); if (money > TaticsTestRunner.Init_Money) { allWinCount++; } if (!winResultDic.ContainsKey(win)) { winResultDic[win] = new List <float>(); } winResultDic[win].Add(money); if (!lossResultDic.ContainsKey(loss)) { lossResultDic[loss] = new List <float>(); } lossResultDic[loss].Add(money); if (!all_ResultDic.ContainsKey(loss)) { Dictionary <int, float> temp = new Dictionary <int, float>(); all_ResultDic[loss] = temp; } all_ResultDic[loss][win] = money; if (!all_CountDic.ContainsKey(loss)) { Dictionary <int, int> temp = new Dictionary <int, int>(); all_CountDic[loss] = temp; } all_CountDic[loss][win] = run.V_OrderCount; } } int loss_final = 0, win_final = 0, orderCount_final = 0; float maxMoney = 0; foreach (var item in winResultDic) { List <float> resultList = item.Value; float value = resultList.Sum(); if (maxMoney < value) { maxMoney = value; win_final = item.Key; } } maxMoney = 0; foreach (var item in lossResultDic) { List <float> resultList = item.Value; float value = resultList.Sum(); if (maxMoney < value) { maxMoney = value; loss_final = item.Key; } } orderCount_final = all_CountDic[loss_final][win_final]; helper.SetStopPercent(loss_final, win_final); helper.ClearTempData(); float allWinMoney = 0; foreach (var loss in all_ResultDic) { foreach (var win in loss.Value) { allWinMoney += win.Value; //Console.WriteLine("止损 {0} 止盈 {1} 开单次数 {2} 模拟剩余 {3}", loss.Key, win.Key, all_CountDic[loss.Key][win.Key], win.Value); } } try { if (!(helper is ICycleTatics)) { Console.WriteLine("{0}:盈利情况:{1}/{2} 盈利平均值:{3}", helper.V_Instrument_id, allWinCount, allCount, allWinMoney / allCount); Debugger.Warn(string.Format("{0}:盈利情况:{1}/{2} 盈利平均值:{3}", helper.V_Instrument_id, allWinCount, allCount, allWinMoney / allCount)); Console.WriteLine("{0}:最佳止盈止损百分比值: {1} {2} 开单次数 {3} \n模拟剩余资金: {4}", helper.V_Instrument_id, loss_final, win_final, all_CountDic[loss_final][win_final], all_ResultDic[loss_final][win_final]); Debugger.Warn(string.Format("{0}:最佳止盈止损百分比值: {1} {2} 开单次数 {3} \n模拟剩余资金: {4}", helper.V_Instrument_id, loss_final, win_final, all_CountDic[loss_final][win_final], all_ResultDic[loss_final][win_final])); } avg_win = allWinMoney / allCount; loss_result = loss_final; win_result = win_final; orderCount = orderCount_final; } catch (Exception ex) { avg_win = 5; loss_result = -80; win_result = 120; orderCount = 0; Debugger.Error("没有合适的止损止盈,用默认值 -80 120"); } if (loss_final == 0 || win_final == 0) { return(0); } return(all_ResultDic[loss_final][win_final]); }
public static void TestRun(BaseTaticsHelper helper) { int win = 0, loss = 0, count = 999999, allCount = 0, allWinCount = 0; float avg_win = 0; if (helper is ICycleTatics) { float maxMoney = 0; string best_Cycle = ""; float avg_win_max = 0; string[] cycleList = AppSetting.Ins.GetValue("CycleList").Split(';'); for (int i = 0; i < cycleList.Length; i++) { ((ICycleTatics)helper).SetCycle(cycleList[i]); int temp_loss = 0, temp_win = 0, temp_count = 0, temp_allCount = 0, temp_allWinCount = 0; float temp = OnTestRun(helper, ref temp_loss, ref temp_win, ref avg_win_max, ref temp_count, ref temp_allWinCount, ref temp_allCount); //if (maxMoney < temp) //{ // maxMoney = temp; // best_Cycle = cycleList[i]; // loss = temp_loss; // win = temp_win; // avg_win = avg_win_max; // count = temp_count; //} if (avg_win < avg_win_max && temp > Init_Money) { maxMoney = temp; best_Cycle = cycleList[i]; loss = temp_loss; win = temp_win; avg_win = avg_win_max; count = temp_count; allWinCount = temp_allWinCount; allCount = temp_allCount; } //if (temp > TaticsTestRunner.Init_Money) //{ // if (count > temp_count) // { // maxMoney = temp; // best_Cycle = cycleList[i]; // loss = temp_loss; // win = temp_win; // avg_win = avg_win_max; // count = temp_count; // } //} //Console.WriteLine(helper.V_Instrument_id+": 周期 " + cycleList[i]); } if (string.IsNullOrEmpty(best_Cycle)) { best_Cycle = cycleList[0]; loss = -20; win = 60; Console.WriteLine("{0}:无盈利方案,将采用默认值", helper.V_Instrument_id); Debugger.Warn(string.Format("{0}:无盈利方案,将采用默认值", helper.V_Instrument_id)); } ((ICycleTatics)helper).SetCycle(best_Cycle); helper.SetStopPercent(loss, win); Console.WriteLine("{0}:最佳周期 {1} 止损 {2} 止盈{3} 剩余{4} 盈利平均值 {5} 开单次数{6} 盈利情况:{7}/{8}", helper.V_Instrument_id, best_Cycle, loss, win, maxMoney, avg_win, count, allWinCount, allCount); Debugger.Warn(string.Format("{0}:最佳周期 {1} 止损 {2} 止盈{3} 剩余{4} 盈利平均值 {5} 开单次数{6} 盈利情况:{7}/{8}", helper.V_Instrument_id, best_Cycle, loss, win, maxMoney, avg_win, count, allWinCount, allCount)); } else { OnTestRun(helper, ref loss, ref win, ref avg_win, ref count, ref allWinCount, ref allCount); } }